Torsten Schoeneborn
Economics and Econometrics · 2011–2012
A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 15 citations into it
- Finance — 15 citations into it
Whom Torsten Schoeneborn trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Torsten Schoeneborn's perspective
Ordered by how strongly the researchers Torsten Schoeneborn trusts endorse each paper. Same corpus, a different order for every researcher.
- Price Manipulation and Quasi-Arbitrage
- No-dynamic-arbitrage and market impact
- Optimal execution with nonlinear impact functions and trading-enhanced risk
- Optimal execution for portfolio transactions
- A Stochastic Model for Order Book Dynamics
- Market Liquidity and Trading Activity
- How to Define Illegal Price Manipulation
- Matrix analysis
- Stochastic differential equations : an introduction with applications
- Applied stochastic processes and control for jump-diffusions - modeling, analysis, and computation (Advances in design and control)
Their papers
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (2012) — 62 citations
- OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME‐VARYING LIQUIDITY (2011) — 63 citations